+147.8%
SW vs ARWR
+1,117.8%
-970.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +9.4% | +14.9% | -5.5% | +8.5% |
| 6M | +3.5% | +32.6% | -29.1% | +1.9% |
| YTD | +22.0% | +30.0% | -8.0% | +20.1% |
| 1Y | +2.2% | +208.4% | -206.1% | -3.4% |
| 3Y | +19.6% | +208.8% | -189.2% | +10.5% |
| 5Y | -2.3% | +27.8% | -30.2% | -8.7% |
| All | +147.8% | +1,117.8% | -970.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling